0.22Open0.56Pre Close117 Volume524 Open Interest26.50Strike Price2.59KTurnover31.74%IV1.26%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.4441Delta0.5684Gamma118.33Leverage Ratio-0.0607Theta-0.0008Rho-52.55Eff Leverage0.0087Vega